To merge multiple projects into one project, do the following:
Hold CTRL while selecting each project you wish to merge or, if they are all grouped together, hold SHIFT and click on the top and then the bottom project.
Right click on any project and click "Merge into New Project". This will create a new project called "Merged Project". You can rename it in the details panel on the right. Make sure you save and close it if you wish to keep it.